I do web browsing with firefox on another desktop than other things (irc, im, ..)
The problem is that opening an url from another desktop causes Firefox to jump on the desktop from which the link was opened.
I do not want this to happen, and want to stick FF on desktop 2. I have tried to alter Xfwm focus settings with no luck.
Your question is already answered in the FAQ; please read it first:
Also, you may be able to manage window stealing behavior a little more easily by going to Settings --> Window Manager Tweaks --> Focus --> Activate Focus Stealing Prevention.